Work

What's Vol Got to Do With It

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1081236

Authors: Itamar Drechsler, Amir Yaron

Institutions: National Bureau of Economic Research, Bank of Israel, University of Pennsylvania

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1894905729

Cites: 28

Cited by: 114

Related to: 10